VGT vs. BTC-USD
VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VGT returned 25.14%/yr vs 59.68%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VGT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 24.57% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VGT has underperformed BTC-USD with an annualized return of 25.14%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VGT
- 1D
- 1.71%
- 1M
- 4.28%
- YTD
- 24.57%
- 6M
- 21.33%
- 1Y
- 50.38%
- 3Y*
- 31.24%
- 5Y*
- 20.82%
- 10Y*
- 25.14%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VGT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 24.57% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VGT and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, VGT and BTC-USD have become more correlated (0.36) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
VGT vs. BTC-USD — Risk / Return Rank
VGT
BTC-USD
VGT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and Bitcoin (BTC-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VGT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.30 | ||
| Sortino ratioReturn per unit of downside risk | +4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.86 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | -0.80 | +3.89 |
| Martin ratioReturn relative to average drawdown | 9.77 | -1.42 | +11.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGT | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | -0.95 | +3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.20 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.87 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.13 | -0.46 |
Drawdowns
VGT vs. BTC-USD - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VGT and BTC-USD.
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Drawdown Indicators
| VGT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -85.30% | +30.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -51.21% | +34.81% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | -51.21% | +23.98% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | -76.67% | +41.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -83.80% | +48.73% |
Current DrawdownCurrent decline from peak | -6.77% | -49.86% | +43.09% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -42.32% | +34.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 34.46% | -29.29% |
Volatility
VGT vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Information Technology ETF (VGT) is 9.39%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VGT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 11.59% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 34.53% | -17.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 35.67% | -14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.33% | 44.95% | -19.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 56.71% | -32.02% |
Frequently Asked Questions
VGT and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to VGT (9.39%). In terms of maximum drawdown, VGT dropped -54.63% vs BTC-USD's -85.30%.
VGT currently has the higher Sharpe Ratio (2.35 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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